Abstract
A geometrical approach is considered to the problem of discriminating between any two multivariate normal populations, in particular, those with unequal variance matrices. This approach guarantees the existence of a linear discriminant function and provides a simple algorithm to derive the equation of this line. A numerical example is provided.
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Weiß, G. An algorithm for discriminating populations with unequal variance matrices. Statistical Papers 31, 33–39 (1990). https://doi.org/10.1007/BF02924671
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DOI: https://doi.org/10.1007/BF02924671